Found: 24
Select item for more details and to access through your institution.
Volatility reversion and correlation structure of returns in major international stock markets.
- Published in:
- Financial Review, 1997, v. 32, n. 2, p. 205, doi. 10.1111/j.1540-6288.1997.tb00422.x
- By:
- Publication type:
- Article
The stochastic properties of major Canadian exchange rates.
- Published in:
- Financial Review, 1994, v. 29, n. 2, p. 193, doi. 10.1111/j.1540-6288.1994.tb00818.x
- By:
- Publication type:
- Article
Freight rates in downside and upside markets: pricing of own and spillover risks from other shipping segments.
- Published in:
- Journal of the Royal Statistical Society: Series A (Statistics in Society), 2020, v. 183, n. 3, p. 1097, doi. 10.1111/rssa.12553
- By:
- Publication type:
- Article
Stochastic properties and pricing of bitcoin using a GJR-GARCH model with conditional skewness and kurtosis components.
- Published in:
- Review of Quantitative Finance & Accounting, 2022, v. 59, n. 2, p. 695, doi. 10.1007/s11156-022-01055-x
- By:
- Publication type:
- Article
Predicting Corporate Financial Distress: A Time-Series CUSUM Methodology.
- Published in:
- Review of Quantitative Finance & Accounting, 1999, v. 13, n. 4, p. 323, doi. 10.1023/A:1008326706404
- By:
- Publication type:
- Article
Consequences of Outlier Returns for Event Studies: A Methodological Investigation and Treatment.
- Published in:
- International Journal of Accounting (World Scientific), 2021, v. 56, n. 3, p. 1, doi. 10.1142/S109440602150013X
- By:
- Publication type:
- Article
Time-series Properties and Predictability of Greek Exchange Rates.
- Published in:
- Managerial & Decision Economics, 1994, v. 15, n. 2, p. 159, doi. 10.1002/mde.4090150208
- By:
- Publication type:
- Article
Analysis and Modeling of Recent Business Failures in Greece.
- Published in:
- Managerial & Decision Economics, 1992, v. 13, n. 2, p. 163, doi. 10.1002/mde.4090130208
- By:
- Publication type:
- Article
The Risk and Return Conundrum Explained: International Evidence.
- Published in:
- Journal of Financial Econometrics, 2018, v. 16, n. 3, p. 486, doi. 10.1093/jjfinec/nby014
- By:
- Publication type:
- Article
FINANCIAL DISTRESS AND CORPORATE ACQUISITIONS: FURTHER EMPIRICAL EVIDENCE.
- Published in:
- Journal of Business Finance & Accounting, 1996, v. 23, n. 5/6, p. 699, doi. 10.1111/j.1468-5957.1996.tb01149.x
- By:
- Publication type:
- Article
RELATIONSHIP BETWEEN VOLATILITY AND EXPECTED RETURNS ACROSS INTERNATIONAL STOCK MARKETS.
- Published in:
- Journal of Business Finance & Accounting, 1995, v. 22, n. 2, p. 289, doi. 10.1111/j.1468-5957.1995.tb00685.x
- By:
- Publication type:
- Article
ALTERNATIVE MODELS FOR ASSESSING THE FINANCIAL CONDITION OF BUSINESS IN GREECE.
- Published in:
- Journal of Business Finance & Accounting, 1991, v. 18, n. 5, p. 697, doi. 10.1111/j.1468-5957.1991.tb00233.x
- By:
- Publication type:
- Article
Time-Varying Risk and Return in Global Portfolio Management.
- Published in:
- Journal of Investing, 1999, v. 8, n. 4, p. 62, doi. 10.3905/joi.1999.319430
- By:
- Publication type:
- Article
The Asymmetric Relation Between Initial Margin Requirements and Stock Market Volatility Across Bull and Bear Markets.
- Published in:
- Review of Financial Studies, 2002, v. 15, n. 5, p. 1525, doi. 10.1093/rfs/15.5.1525
- By:
- Publication type:
- Article
MEAN AND VOLATILITY SPILLOVERS ACROSS MAJOR NATIONAL STOCK MARKETS: FURTHER EMPIRICAL EVIDENCE.
- Published in:
- Journal of Financial Research, 1993, v. 16, n. 4, p. 337, doi. 10.1111/j.1475-6803.1993.tb00152.x
- By:
- Publication type:
- Article
Banking Crisis in Cyprus: Causes, Consequences and Recent Developments.
- Published in:
- Multinational Finance Journal, 2018, v. 22, n. 3/4, p. 63
- By:
- Publication type:
- Article
Banking Crisis in Cyprus: Causes, Consequences and Recent Developments.
- Published in:
- Multinational Finance Journal, 2018, v. 22, n. 1/2, p. 63
- By:
- Publication type:
- Article
Skewed Generalized Error Distribution of Financial Assets and Option Pricing.
- Published in:
- Multinational Finance Journal, 2015, v. 19, n. 4, p. 223
- By:
- Publication type:
- Article
Risk Measurement Performance of Alternative Distribution Functions.
- Published in:
- Journal of Risk & Insurance, 2008, v. 75, n. 2, p. 411, doi. 10.1111/j.1539-6975.2008.00266.x
- By:
- Publication type:
- Article
Partially Adaptive Econometric Methods For Regression and Classification.
- Published in:
- Computational Economics, 2010, v. 36, n. 2, p. 153, doi. 10.1007/s10614-010-9226-y
- By:
- Publication type:
- Article
An Optical Control Procedure To Detect Financially Distressed Firms.
- Published in:
- American Business Review, 1991, v. 9, n. 1, p. 55
- By:
- Publication type:
- Article
Skewness and the Relation Between Risk and Return.
- Published in:
- Management Science, 2016, v. 62, n. 6, p. 1598, doi. 10.1287/mnsc.2015.2201
- By:
- Publication type:
- Article
Financial Data and the Skewed Generalized T Distribution.
- Published in:
- Management Science, 1998, v. 44, n. 12, p. 1650, doi. 10.1287/mnsc.44.12.1650
- By:
- Publication type:
- Article
A conditional-SGT-VaR approach with alternative GARCH models.
- Published in:
- Annals of Operations Research, 2007, v. 151, n. 1, p. 241, doi. 10.1007/s10479-006-0118-4
- By:
- Publication type:
- Article